I always do. Just a habit, and I try to drive as I want others to drive. It pisses me off when people don't use their signal and cut me off. If you're gonna be a dick, at least do it politely.
For people who think it's unnecessary, it doesn't make you racer x or some badass just because you don't turn your signal on. I almost got hit today because some guy wasn't paying attention to my signal at a stop sign and he thought I was going straight... almost hit me then when he saw I had my signal on he apologized. Saying they don't serve a purpose is pretty stupid.